Home > California Bank & Trust > Securities
California Bank & Trust, Securities
| 2015-09-30 | Rank | |
| Total securities | $607,162,000 | 269 |
| U.S. Government securities | $581,046,000 | 210 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $581,046,000 | 204 |
| Securities issued by states & political subdivisions | $25,549,000 | 1,535 |
| Other domestic debt securities | $567,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $567,000 | 419 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,593,000 | 536 |
| Mortgage-backed securities | $448,297,000 | 208 |
| Certificates of participation in pools of residential mortgages | $447,643,000 | 121 |
| Issued or guaranteed by U.S. | $447,643,000 | 120 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $654,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,076 |
| Privately issued | $567,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $607,162,000 | 229 |
| Total debt securities | $607,162,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $10,193,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $10,193,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $10,372,000 | 71 |
| 2015-06-30 | Rank | |
| Total securities | $475,123,000 | 329 |
| U.S. Government securities | $449,014,000 | 256 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $449,014,000 | 247 |
| Securities issued by states & political subdivisions | $25,500,000 | 1,512 |
| Other domestic debt securities | $609,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $609,000 | 426 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,874,000 | 749 |
| Mortgage-backed securities | $311,144,000 | 267 |
| Certificates of participation in pools of residential mortgages | $310,442,000 | 156 |
| Issued or guaranteed by U.S. | $310,442,000 | 153 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $702,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,114 |
| Privately issued | $609,000 | 405 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $475,123,000 | 276 |
| Total debt securities | $475,123,000 | 321 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $6,245,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $6,245,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $6,078,000 | 71 |
| 2015-03-31 | Rank | |
| Total securities | $392,721,000 | 402 |
| U.S. Government securities | $347,881,000 | 321 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $347,881,000 | 310 |
| Securities issued by states & political subdivisions | $26,036,000 | 1,458 |
| Other domestic debt securities | $638,000 | 1,871 |
| Privately issued residential mortgage-backed securities | $638,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $18,166,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,894,000 | 711 |
| Mortgage-backed securities | $203,925,000 | 379 |
| Certificates of participation in pools of residential mortgages | $203,187,000 | 223 |
| Issued or guaranteed by U.S. | $203,187,000 | 221 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $738,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,140 |
| Privately issued | $638,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $392,721,000 | 331 |
| Total debt securities | $374,555,000 | 413 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $8,208,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $8,208,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $8,789,000 | 68 |
| 2014-12-31 | Rank | |
| Total securities | $295,993,000 | 525 |
| U.S. Government securities | $249,803,000 | 439 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $249,803,000 | 423 |
| Securities issued by states & political subdivisions | $27,473,000 | 1,382 |
| Other domestic debt securities | $668,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $668,000 | 449 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $18,049,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,588,000 | 682 |
| Mortgage-backed securities | $143,239,000 | 508 |
| Certificates of participation in pools of residential mortgages | $142,465,000 | 312 |
| Issued or guaranteed by U.S. | $142,465,000 | 310 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $774,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,179 |
| Privately issued | $668,000 | 424 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $295,993,000 | 446 |
| Total debt securities | $277,944,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $5,642,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $5,642,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $5,716,000 | 67 |
| 2014-09-30 | Rank | |
| Total securities | $268,435,000 | 569 |
| U.S. Government securities | $212,492,000 | 502 |
| U.S. Treasury securities | $1,546,000 | 897 |
| U.S. Government agency obligations | $210,946,000 | 486 |
| Securities issued by states & political subdivisions | $27,364,000 | 1,402 |
| Other domestic debt securities | $762,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $762,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $27,817,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,054,000 | 656 |
| Mortgage-backed securities | $104,742,000 | 654 |
| Certificates of participation in pools of residential mortgages | $103,866,000 | 425 |
| Issued or guaranteed by U.S. | $103,866,000 | 425 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $876,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,222 |
| Privately issued | $762,000 | 438 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $268,435,000 | 486 |
| Total debt securities | $240,618,000 | 613 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $4,789,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $4,789,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $5,318,000 | 63 |
| 2014-06-30 | Rank | |
| Total securities | $244,192,000 | 617 |
| U.S. Government securities | $177,568,000 | 601 |
| U.S. Treasury securities | $1,545,000 | 850 |
| U.S. Government agency obligations | $176,023,000 | 583 |
| Securities issued by states & political subdivisions | $27,407,000 | 1,399 |
| Other domestic debt securities | $1,318,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $1,318,000 | 388 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $37,899,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,198,000 | 629 |
| Mortgage-backed securities | $88,893,000 | 774 |
| Certificates of participation in pools of residential mortgages | $87,453,000 | 529 |
| Issued or guaranteed by U.S. | $87,453,000 | 529 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,440,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,249 |
| Privately issued | $1,318,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $244,192,000 | 529 |
| Total debt securities | $206,293,000 | 733 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $4,028,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $4,028,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $4,153,000 | 70 |
| 2014-03-31 | Rank | |
| Total securities | $256,688,000 | 601 |
| U.S. Government securities | $167,630,000 | 636 |
| U.S. Treasury securities | $1,545,000 | 765 |
| U.S. Government agency obligations | $166,085,000 | 618 |
| Securities issued by states & political subdivisions | $664,000 | 5,051 |
| Other domestic debt securities | $1,725,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $1,725,000 | 367 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $86,669,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,802,000 | 504 |
| Mortgage-backed securities | $84,131,000 | 811 |
| Certificates of participation in pools of residential mortgages | $82,274,000 | 567 |
| Issued or guaranteed by U.S. | $82,274,000 | 567 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,857,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,270 |
| Privately issued | $1,725,000 | 354 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $256,688,000 | 514 |
| Total debt securities | $170,019,000 | 891 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $3,609,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $3,609,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $3,683,000 | 66 |
| 2013-12-31 | Rank | |
| Total securities | $330,757,000 | 468 |
| U.S. Government securities | $162,364,000 | 644 |
| U.S. Treasury securities | $1,544,000 | 733 |
| U.S. Government agency obligations | $160,820,000 | 630 |
| Securities issued by states & political subdivisions | $663,000 | 5,094 |
| Other domestic debt securities | $82,212,000 | 156 |
| Privately issued residential mortgage-backed securities | $2,103,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $80,109,000 | 28 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $85,518,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,434,000 | 518 |
| Mortgage-backed securities | $87,714,000 | 766 |
| Certificates of participation in pools of residential mortgages | $85,470,000 | 533 |
| Issued or guaranteed by U.S. | $85,470,000 | 532 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,244,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,266 |
| Privately issued | $2,103,000 | 338 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $330,757,000 | 403 |
| Total debt securities | $245,239,000 | 625 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $3,669,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $3,669,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $3,648,000 | 65 |
| 2013-09-30 | Rank | |
| Total securities | $343,902,000 | 454 |
| U.S. Government securities | $160,372,000 | 654 |
| U.S. Treasury securities | $1,543,000 | 716 |
| U.S. Government agency obligations | $158,829,000 | 640 |
| Securities issued by states & political subdivisions | $661,000 | 5,114 |
| Other domestic debt securities | $96,118,000 | 150 |
| Privately issued residential mortgage-backed securities | $2,446,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $93,672,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $86,751,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,037,000 | 487 |
| Mortgage-backed securities | $94,528,000 | 709 |
| Certificates of participation in pools of residential mortgages | $91,927,000 | 492 |
| Issued or guaranteed by U.S. | $91,927,000 | 492 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,601,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,288 |
| Privately issued | $2,446,000 | 328 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $92,340,000 | 268 |
| Available-for-sale securities (fair market value) | $251,562,000 | 540 |
| Total debt securities | $257,151,000 | 592 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $2,702,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $2,702,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $2,630,000 | 75 |
| 2013-06-30 | Rank | |
| Total securities | $320,310,000 | 476 |
| U.S. Government securities | $147,699,000 | 699 |
| U.S. Treasury securities | $1,541,000 | 734 |
| U.S. Government agency obligations | $146,158,000 | 685 |
| Securities issued by states & political subdivisions | $658,000 | 5,124 |
| Other domestic debt securities | $96,719,000 | 153 |
| Privately issued residential mortgage-backed securities | $3,027,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $93,692,000 | 23 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $75,234,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,362,000 | 433 |
| Mortgage-backed securities | $105,854,000 | 663 |
| Certificates of participation in pools of residential mortgages | $102,657,000 | 447 |
| Issued or guaranteed by U.S. | $102,657,000 | 445 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,197,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 3,291 |
| Privately issued | $3,027,000 | 308 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $92,240,000 | 247 |
| Available-for-sale securities (fair market value) | $228,070,000 | 605 |
| Total debt securities | $245,076,000 | 617 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $3,194,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $3,194,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $3,144,000 | 68 |
| 2013-03-31 | Rank | |
| Total securities | $341,690,000 | 453 |
| U.S. Government securities | $164,801,000 | 647 |
| U.S. Treasury securities | $1,540,000 | 751 |
| U.S. Government agency obligations | $163,261,000 | 629 |
| Securities issued by states & political subdivisions | $659,000 | 5,135 |
| Other domestic debt securities | $97,587,000 | 150 |
| Privately issued residential mortgage-backed securities | $3,734,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $93,853,000 | 19 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $78,643,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,464,000 | 405 |
| Mortgage-backed securities | $123,674,000 | 582 |
| Certificates of participation in pools of residential mortgages | $119,746,000 | 376 |
| Issued or guaranteed by U.S. | $119,746,000 | 375 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,928,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 3,301 |
| Privately issued | $3,734,000 | 307 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $92,142,000 | 227 |
| Available-for-sale securities (fair market value) | $249,548,000 | 558 |
| Total debt securities | $263,047,000 | 587 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $1,930,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $1,930,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $1,846,000 | 82 |
| 2012-12-31 | Rank | |
| Total securities | $350,024,000 | 437 |
| U.S. Government securities | $181,735,000 | 584 |
| U.S. Treasury securities | $1,537,000 | 735 |
| U.S. Government agency obligations | $180,198,000 | 564 |
| Securities issued by states & political subdivisions | $656,000 | 5,166 |
| Other domestic debt securities | $97,967,000 | 144 |
| Privately issued residential mortgage-backed securities | $4,102,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $93,865,000 | 16 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $69,666,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,627,000 | 371 |
| Mortgage-backed securities | $139,596,000 | 531 |
| Certificates of participation in pools of residential mortgages | $135,281,000 | 337 |
| Issued or guaranteed by U.S. | $135,281,000 | 336 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,315,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,336 |
| Privately issued | $4,102,000 | 306 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $92,045,000 | 224 |
| Available-for-sale securities (fair market value) | $257,979,000 | 530 |
| Total debt securities | $280,358,000 | 533 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $3,772,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $3,772,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $2,982,000 | 75 |
| 2012-09-30 | Rank | |
| Total securities | $360,084,000 | 427 |
| U.S. Government securities | $199,508,000 | 552 |
| U.S. Treasury securities | $1,536,000 | 697 |
| U.S. Government agency obligations | $197,972,000 | 540 |
| Securities issued by states & political subdivisions | $656,000 | 5,186 |
| Other domestic debt securities | $99,558,000 | 147 |
| Privately issued residential mortgage-backed securities | $5,110,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $94,448,000 | 13 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $60,362,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,163,000 | 407 |
| Mortgage-backed securities | $157,951,000 | 510 |
| Certificates of participation in pools of residential mortgages | $152,609,000 | 326 |
| Issued or guaranteed by U.S. | $152,609,000 | 325 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,342,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 3,391 |
| Privately issued | $5,110,000 | 299 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $91,945,000 | 221 |
| Available-for-sale securities (fair market value) | $268,139,000 | 517 |
| Total debt securities | $299,722,000 | 508 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $4,603,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $4,603,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $4,224,000 | 69 |
| 2012-06-30 | Rank | |
| Total securities | $347,457,000 | 440 |
| U.S. Government securities | $216,774,000 | 508 |
| U.S. Treasury securities | $1,532,000 | 683 |
| U.S. Government agency obligations | $215,242,000 | 494 |
| Securities issued by states & political subdivisions | $651,000 | 5,172 |
| Other domestic debt securities | $100,023,000 | 149 |
| Privately issued residential mortgage-backed securities | $5,522,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $94,501,000 | 12 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $30,009,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,414,000 | 380 |
| Mortgage-backed securities | $175,151,000 | 474 |
| Certificates of participation in pools of residential mortgages | $169,380,000 | 302 |
| Issued or guaranteed by U.S. | $169,380,000 | 300 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,771,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,379 |
| Privately issued | $5,522,000 | 316 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $91,846,000 | 219 |
| Available-for-sale securities (fair market value) | $255,611,000 | 549 |
| Total debt securities | $317,448,000 | 472 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $4,577,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $4,577,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $4,364,000 | 68 |
| 2012-03-31 | Rank | |
| Total securities | $329,557,000 | 475 |
| U.S. Government securities | $227,923,000 | 499 |
| U.S. Treasury securities | $1,524,000 | 741 |
| U.S. Government agency obligations | $226,399,000 | 484 |
| Securities issued by states & political subdivisions | $647,000 | 5,165 |
| Other domestic debt securities | $100,987,000 | 152 |
| Privately issued residential mortgage-backed securities | $6,237,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $94,750,000 | 14 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,635,000 | 390 |
| Mortgage-backed securities | $186,993,000 | 455 |
| Certificates of participation in pools of residential mortgages | $180,485,000 | 280 |
| Issued or guaranteed by U.S. | $180,485,000 | 278 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,508,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,395 |
| Privately issued | $6,237,000 | 314 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $91,747,000 | 222 |
| Available-for-sale securities (fair market value) | $237,810,000 | 595 |
| Total debt securities | $329,557,000 | 469 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $4,851,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $4,851,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $4,575,000 | 64 |
| 2011-12-31 | Rank | |
| Total securities | $335,194,000 | 441 |
| U.S. Government securities | $220,519,000 | 491 |
| U.S. Treasury securities | $1,525,000 | 690 |
| U.S. Government agency obligations | $218,994,000 | 477 |
| Securities issued by states & political subdivisions | $641,000 | 5,170 |
| Other domestic debt securities | $114,034,000 | 149 |
| Privately issued residential mortgage-backed securities | $6,726,000 | 370 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $107,308,000 | 13 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,086,000 | 359 |
| Mortgage-backed securities | $201,778,000 | 409 |
| Certificates of participation in pools of residential mortgages | $194,752,000 | 249 |
| Issued or guaranteed by U.S. | $194,752,000 | 247 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,026,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,252 |
| Privately issued | $6,726,000 | 357 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $103,169,000 | 195 |
| Available-for-sale securities (fair market value) | $232,025,000 | 582 |
| Total debt securities | $335,194,000 | 438 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $6,390,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $6,390,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $6,065,000 | 59 |
| 2011-09-30 | Rank | |
| Total securities | $354,531,000 | 404 |
| U.S. Government securities | $215,312,000 | 502 |
| U.S. Treasury securities | $2,723,000 | 565 |
| U.S. Government agency obligations | $212,589,000 | 490 |
| Securities issued by states & political subdivisions | $637,000 | 5,167 |
| Other domestic debt securities | $138,582,000 | 138 |
| Privately issued residential mortgage-backed securities | $7,249,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $131,333,000 | 10 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,731,000 | 343 |
| Mortgage-backed securities | $217,732,000 | 376 |
| Certificates of participation in pools of residential mortgages | $210,158,000 | 219 |
| Issued or guaranteed by U.S. | $210,158,000 | 217 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,574,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 3,218 |
| Privately issued | $7,249,000 | 360 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $108,209,000 | 188 |
| Available-for-sale securities (fair market value) | $246,322,000 | 539 |
| Total debt securities | $354,531,000 | 399 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $7,528,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $7,528,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $7,154,000 | 57 |
| 2011-06-30 | Rank | |
| Total securities | $399,204,000 | 367 |
| U.S. Government securities | $227,687,000 | 468 |
| U.S. Treasury securities | $2,706,000 | 632 |
| U.S. Government agency obligations | $224,981,000 | 456 |
| Securities issued by states & political subdivisions | $630,000 | 5,157 |
| Other domestic debt securities | $170,887,000 | 115 |
| Privately issued residential mortgage-backed securities | $7,997,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $162,890,000 | 10 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,652,000 | 336 |
| Mortgage-backed securities | $230,757,000 | 345 |
| Certificates of participation in pools of residential mortgages | $222,405,000 | 205 |
| Issued or guaranteed by U.S. | $222,405,000 | 202 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,352,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 3,162 |
| Privately issued | $7,997,000 | 367 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $119,018,000 | 168 |
| Available-for-sale securities (fair market value) | $280,186,000 | 481 |
| Total debt securities | $399,205,000 | 361 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $6,147,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $6,147,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $5,464,000 | 58 |
| 2011-03-31 | Rank | |
| Total securities | $385,018,000 | 372 |
| U.S. Government securities | $212,717,000 | 497 |
| U.S. Treasury securities | $2,659,000 | 669 |
| U.S. Government agency obligations | $210,058,000 | 482 |
| Securities issued by states & political subdivisions | $622,000 | 5,166 |
| Other domestic debt securities | $171,679,000 | 118 |
| Privately issued residential mortgage-backed securities | $9,323,000 | 366 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $161,336,000 | 10 |
| Other domestic debt securities - All other | $1,020,000 | 1,359 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,954,000 | 361 |
| Mortgage-backed securities | $217,207,000 | 354 |
| Certificates of participation in pools of residential mortgages | $207,503,000 | 223 |
| Issued or guaranteed by U.S. | $207,503,000 | 220 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,704,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,103 |
| Privately issued | $9,323,000 | 352 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $118,884,000 | 168 |
| Available-for-sale securities (fair market value) | $266,134,000 | 494 |
| Total debt securities | $385,018,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $7,341,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $7,341,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $6,751,000 | 55 |
| 2010-12-31 | Rank | |
| Total securities | $401,686,000 | 350 |
| U.S. Government securities | $205,369,000 | 494 |
| U.S. Treasury securities | $2,648,000 | 672 |
| U.S. Government agency obligations | $202,721,000 | 478 |
| Securities issued by states & political subdivisions | $617,000 | 5,186 |
| Other domestic debt securities | $195,700,000 | 108 |
| Privately issued residential mortgage-backed securities | $10,972,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $183,719,000 | 9 |
| Other domestic debt securities - All other | $1,009,000 | 1,379 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,738,000 | 325 |
| Mortgage-backed securities | $210,949,000 | 361 |
| Certificates of participation in pools of residential mortgages | $199,560,000 | 222 |
| Issued or guaranteed by U.S. | $199,560,000 | 220 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,389,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 3,063 |
| Privately issued | $10,972,000 | 347 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $140,595,000 | 153 |
| Available-for-sale securities (fair market value) | $261,091,000 | 486 |
| Total debt securities | $401,686,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $7,198,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $7,198,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $6,954,000 | 54 |
| 2010-09-30 | Rank | |
| Total securities | $326,103,000 | 406 |
| U.S. Government securities | $128,827,000 | 756 |
| U.S. Treasury securities | $45,674,000 | 121 |
| U.S. Government agency obligations | $83,153,000 | 1,043 |
| Securities issued by states & political subdivisions | $624,000 | 5,117 |
| Other domestic debt securities | $196,652,000 | 104 |
| Privately issued residential mortgage-backed securities | $11,983,000 | 364 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $183,649,000 | 11 |
| Other domestic debt securities - All other | $1,020,000 | 1,378 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,502,000 | 426 |
| Mortgage-backed securities | $92,371,000 | 697 |
| Certificates of participation in pools of residential mortgages | $79,922,000 | 480 |
| Issued or guaranteed by U.S. | $79,922,000 | 475 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,449,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 3,008 |
| Privately issued | $11,983,000 | 348 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $140,433,000 | 144 |
| Available-for-sale securities (fair market value) | $185,670,000 | 646 |
| Total debt securities | $326,104,000 | 399 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $9,223,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $9,223,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $8,899,000 | 55 |
| 2010-06-30 | Rank | |
| Total securities | $311,927,000 | 415 |
| U.S. Government securities | $108,671,000 | 880 |
| U.S. Treasury securities | $35,620,000 | 135 |
| U.S. Government agency obligations | $73,051,000 | 1,220 |
| Securities issued by states & political subdivisions | $1,121,000 | 4,767 |
| Other domestic debt securities | $202,135,000 | 98 |
| Privately issued residential mortgage-backed securities | $12,994,000 | 364 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $188,133,000 | 11 |
| Other domestic debt securities - All other | $1,008,000 | 1,346 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,637,000 | 487 |
| Mortgage-backed securities | $82,971,000 | 749 |
| Certificates of participation in pools of residential mortgages | $69,483,000 | 531 |
| Issued or guaranteed by U.S. | $69,483,000 | 527 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,488,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,891 |
| Privately issued | $12,994,000 | 349 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $140,270,000 | 143 |
| Available-for-sale securities (fair market value) | $171,657,000 | 688 |
| Total debt securities | $290,137,000 | 441 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $8,845,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $8,845,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $8,833,000 | 54 |
| 2010-03-31 | Rank | |
| Total securities | $304,245,000 | 439 |
| U.S. Government securities | $98,721,000 | 946 |
| U.S. Treasury securities | $24,607,000 | 167 |
| U.S. Government agency obligations | $74,114,000 | 1,210 |
| Securities issued by states & political subdivisions | $1,124,000 | 4,771 |
| Other domestic debt securities | $204,400,000 | 103 |
| Privately issued residential mortgage-backed securities | $13,950,000 | 368 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $189,458,000 | 11 |
| Other domestic debt securities - All other | $992,000 | 1,409 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,397,000 | 542 |
| Mortgage-backed securities | $84,990,000 | 742 |
| Certificates of participation in pools of residential mortgages | $70,517,000 | 554 |
| Issued or guaranteed by U.S. | $70,517,000 | 552 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,473,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,825 |
| Privately issued | $13,950,000 | 351 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $140,107,000 | 137 |
| Available-for-sale securities (fair market value) | $164,138,000 | 713 |
| Total debt securities | $282,481,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $7,442,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $7,442,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $7,467,000 | 55 |
| 2009-12-31 | Rank | |
| Total securities | $291,992,000 | 443 |
| U.S. Government securities | $85,808,000 | 1,056 |
| U.S. Treasury securities | $22,733,000 | 146 |
| U.S. Government agency obligations | $63,075,000 | 1,369 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,816 |
| Other domestic debt securities | $205,071,000 | 110 |
| Privately issued residential mortgage-backed securities | $14,723,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $189,370,000 | 11 |
| Other domestic debt securities - All other | $978,000 | 1,447 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,917,000 | 611 |
| Mortgage-backed securities | $74,623,000 | 831 |
| Certificates of participation in pools of residential mortgages | $59,342,000 | 672 |
| Issued or guaranteed by U.S. | $59,342,000 | 666 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,281,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 2,802 |
| Privately issued | $14,723,000 | 357 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $139,949,000 | 133 |
| Available-for-sale securities (fair market value) | $152,043,000 | 734 |
| Total debt securities | $291,990,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $6,269,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $6,269,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $6,001,000 | 57 |
| 2009-09-30 | Rank | |
| Total securities | $402,562,000 | 334 |
| U.S. Government securities | $99,448,000 | 896 |
| U.S. Treasury securities | $29,165,000 | 126 |
| U.S. Government agency obligations | $70,283,000 | 1,214 |
| Securities issued by states & political subdivisions | $1,125,000 | 4,840 |
| Other domestic debt securities | $301,989,000 | 95 |
| Privately issued residential mortgage-backed securities | $22,571,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $278,461,000 | 10 |
| Other domestic debt securities - All other | $957,000 | 1,546 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,443,000 | 519 |
| Mortgage-backed securities | $84,639,000 | 753 |
| Certificates of participation in pools of residential mortgages | $61,474,000 | 661 |
| Issued or guaranteed by U.S. | $61,474,000 | 655 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $23,165,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 2,777 |
| Privately issued | $22,571,000 | 307 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $139,690,000 | 150 |
| Available-for-sale securities (fair market value) | $262,872,000 | 423 |
| Total debt securities | $361,890,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $7,587,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $7,587,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $7,065,000 | 56 |
| 2009-06-30 | Rank | |
| Total securities | $525,801,000 | 257 |
| U.S. Government securities | $97,650,000 | 874 |
| U.S. Treasury securities | $16,738,000 | 168 |
| U.S. Government agency obligations | $80,912,000 | 1,024 |
| Securities issued by states & political subdivisions | $1,108,000 | 4,845 |
| Other domestic debt securities | $427,043,000 | 83 |
| Privately issued residential mortgage-backed securities | $23,892,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $402,334,000 | 9 |
| Other domestic debt securities - All other | $817,000 | 1,635 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,947,000 | 517 |
| Mortgage-backed securities | $96,455,000 | 665 |
| Certificates of participation in pools of residential mortgages | $61,235,000 | 679 |
| Issued or guaranteed by U.S. | $61,235,000 | 670 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $35,220,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $11,328,000 | 1,022 |
| Privately issued | $23,892,000 | 308 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $139,526,000 | 149 |
| Available-for-sale securities (fair market value) | $386,275,000 | 303 |
| Total debt securities | $422,903,000 | 307 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $2,088,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $2,088,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $1,611,000 | 65 |
| 2009-03-31 | Rank | |
| Total securities | $703,820,000 | 207 |
| U.S. Government securities | $156,538,000 | 579 |
| U.S. Treasury securities | $18,876,000 | 142 |
| U.S. Government agency obligations | $137,662,000 | 639 |
| Securities issued by states & political subdivisions | $1,475,000 | 4,553 |
| Other domestic debt securities | $545,807,000 | 64 |
| Privately issued residential mortgage-backed securities | $24,077,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $520,974,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $756,000 | 1,726 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,325,000 | 445 |
| Mortgage-backed securities | $152,362,000 | 478 |
| Certificates of participation in pools of residential mortgages | $72,852,000 | 597 |
| Issued or guaranteed by U.S. | $72,852,000 | 586 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $79,510,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $55,433,000 | 323 |
| Privately issued | $24,077,000 | 313 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $514,531,000 | 47 |
| Available-for-sale securities (fair market value) | $189,289,000 | 560 |
| Total debt securities | $701,820,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,542,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $719,276,000 | 197 |
| U.S. Government securities | $92,232,000 | 924 |
| U.S. Treasury securities | $17,085,000 | 122 |
| U.S. Government agency obligations | $75,147,000 | 1,116 |
| Securities issued by states & political subdivisions | $1,475,000 | 4,502 |
| Other domestic debt securities | $625,569,000 | 56 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $624,748,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $799,000 | 1,669 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,692,000 | 584 |
| Mortgage-backed securities | $46,527,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $46,505,000 | 895 |
| Issued or guaranteed by U.S. | $46,505,000 | 887 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $22,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $22,000 | 1,475 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $553,213,000 | 42 |
| Available-for-sale securities (fair market value) | $166,063,000 | 631 |
| Total debt securities | $719,276,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $2,005,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,098,365,000 | 133 |
| U.S. Government securities | $90,587,000 | 909 |
| U.S. Treasury securities | $21,786,000 | 101 |
| U.S. Government agency obligations | $68,801,000 | 1,196 |
| Securities issued by states & political subdivisions | $1,471,000 | 4,484 |
| Other domestic debt securities | $1,006,307,000 | 43 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,005,669,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $615,000 | 1,770 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,056,000 | 588 |
| Mortgage-backed securities | $40,288,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $40,265,000 | 971 |
| Issued or guaranteed by U.S. | $40,265,000 | 961 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $23,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $23,000 | 1,445 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $728,951,000 | 35 |
| Available-for-sale securities (fair market value) | $369,414,000 | 292 |
| Total debt securities | $1,098,365,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,166,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,129,964,000 | 133 |
| U.S. Government securities | $92,578,000 | 907 |
| U.S. Treasury securities | $21,563,000 | 106 |
| U.S. Government agency obligations | $71,015,000 | 1,166 |
| Securities issued by states & political subdivisions | $1,465,000 | 4,527 |
| Other domestic debt securities | $1,035,921,000 | 47 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,034,914,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $984,000 | 1,574 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,012,000 | 557 |
| Mortgage-backed securities | $42,412,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $42,389,000 | 928 |
| Issued or guaranteed by U.S. | $42,389,000 | 916 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $23,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $23,000 | 1,410 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $727,156,000 | 40 |
| Available-for-sale securities (fair market value) | $402,808,000 | 268 |
| Total debt securities | $1,129,964,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $847,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,217,397,000 | 137 |
| U.S. Government securities | $96,750,000 | 866 |
| U.S. Treasury securities | $22,021,000 | 106 |
| U.S. Government agency obligations | $74,729,000 | 1,083 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,529 |
| Other domestic debt securities | $1,119,134,000 | 46 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $349,986,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $769,124,000 | 13 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,875,000 | 513 |
| Mortgage-backed securities | $45,938,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $45,914,000 | 828 |
| Issued or guaranteed by U.S. | $45,914,000 | 818 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $24,000 | 1,402 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,217,397,000 | 122 |
| Total debt securities | $1,217,398,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $2,119,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,300,871,000 | 131 |
| U.S. Government securities | $98,188,000 | 853 |
| U.S. Treasury securities | $21,471,000 | 117 |
| U.S. Government agency obligations | $76,717,000 | 1,062 |
| Securities issued by states & political subdivisions | $2,233,000 | 4,164 |
| Other domestic debt securities | $1,200,450,000 | 44 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $349,942,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $850,484,000 | 13 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,917,000 | 487 |
| Mortgage-backed securities | $48,102,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $48,078,000 | 712 |
| Issued or guaranteed by U.S. | $48,078,000 | 703 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $24,000 | 1,311 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,300,871,000 | 110 |
| Total debt securities | $1,300,871,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $578,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,396,899,000 | 132 |
| U.S. Government securities | $100,633,000 | 836 |
| U.S. Treasury securities | $21,105,000 | 124 |
| U.S. Government agency obligations | $79,528,000 | 1,047 |
| Securities issued by states & political subdivisions | $3,603,000 | 3,545 |
| Other domestic debt securities | $1,292,267,000 | 45 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $249,880,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,042,361,000 | 13 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $396,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,767,000 | 175 |
| Mortgage-backed securities | $51,192,000 | 901 |
| Certificates of participation in pools of residential mortgages | $51,166,000 | 637 |
| Issued or guaranteed by U.S. | $51,166,000 | 629 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $26,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $26,000 | 1,276 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,396,899,000 | 110 |
| Total debt securities | $1,396,504,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $225,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,218,343,000 | 149 |
| U.S. Government securities | $119,043,000 | 713 |
| U.S. Treasury securities | $20,652,000 | 143 |
| U.S. Government agency obligations | $98,391,000 | 838 |
| Securities issued by states & political subdivisions | $6,769,000 | 2,628 |
| Other domestic debt securities | $1,091,834,000 | 48 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,091,808,000 | 12 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $697,000 | 1,109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,838,000 | 424 |
| Mortgage-backed securities | $55,376,000 | 839 |
| Certificates of participation in pools of residential mortgages | $55,350,000 | 592 |
| Issued or guaranteed by U.S. | $55,350,000 | 581 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $26,000 | 1,229 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,218,343,000 | 127 |
| Total debt securities | $1,217,644,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $258,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,237,459,000 | 148 |
| U.S. Government securities | $123,530,000 | 690 |
| U.S. Treasury securities | $20,842,000 | 152 |
| U.S. Government agency obligations | $102,688,000 | 802 |
| Securities issued by states & political subdivisions | $7,140,000 | 2,544 |
| Other domestic debt securities | $1,106,278,000 | 46 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,106,251,000 | 12 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $511,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,696,000 | 413 |
| Mortgage-backed securities | $59,580,000 | 791 |
| Certificates of participation in pools of residential mortgages | $59,553,000 | 554 |
| Issued or guaranteed by U.S. | $59,553,000 | 544 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $27,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $27,000 | 1,187 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,237,459,000 | 125 |
| Total debt securities | $1,236,947,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $168,000 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,255,000,000 | 149 |
| U.S. Government securities | $128,378,000 | 698 |
| U.S. Treasury securities | $20,769,000 | 169 |
| U.S. Government agency obligations | $107,609,000 | 790 |
| Securities issued by states & political subdivisions | $10,508,000 | 1,911 |
| Other domestic debt securities | $1,112,814,000 | 46 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,112,785,000 | 12 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,300,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,916,000 | 404 |
| Mortgage-backed securities | $64,341,000 | 763 |
| Certificates of participation in pools of residential mortgages | $64,312,000 | 533 |
| Issued or guaranteed by U.S. | $64,312,000 | 525 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $29,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $29,000 | 1,178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,255,000,000 | 129 |
| Total debt securities | $1,251,699,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $603,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,268,753,000 | 147 |
| U.S. Government securities | $134,596,000 | 697 |
| U.S. Treasury securities | $20,769,000 | 171 |
| U.S. Government agency obligations | $113,827,000 | 765 |
| Securities issued by states & political subdivisions | $11,471,000 | 1,762 |
| Other domestic debt securities | $1,119,120,000 | 45 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,119,089,000 | 9 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,566,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,098,000 | 386 |
| Mortgage-backed securities | $70,536,000 | 727 |
| Certificates of participation in pools of residential mortgages | $70,505,000 | 507 |
| Issued or guaranteed by U.S. | $70,505,000 | 499 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $31,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $31,000 | 1,154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,268,753,000 | 130 |
| Total debt securities | $1,265,186,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $365,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,269,789,000 | 151 |
| U.S. Government securities | $140,145,000 | 668 |
| U.S. Treasury securities | $20,275,000 | 187 |
| U.S. Government agency obligations | $119,870,000 | 734 |
| Securities issued by states & political subdivisions | $11,659,000 | 1,693 |
| Other domestic debt securities | $1,114,367,000 | 48 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,114,334,000 | 7 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,618,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,837,000 | 376 |
| Mortgage-backed securities | $76,429,000 | 689 |
| Certificates of participation in pools of residential mortgages | $76,396,000 | 479 |
| Issued or guaranteed by U.S. | $76,396,000 | 474 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $33,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $33,000 | 1,144 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,269,789,000 | 133 |
| Total debt securities | $1,266,171,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $441,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,243,104,000 | 154 |
| U.S. Government securities | $147,296,000 | 647 |
| U.S. Treasury securities | $20,614,000 | 190 |
| U.S. Government agency obligations | $126,682,000 | 715 |
| Securities issued by states & political subdivisions | $12,186,000 | 1,629 |
| Other domestic debt securities | $1,079,933,000 | 51 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,079,898,000 | 7 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,689,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,517,000 | 361 |
| Mortgage-backed securities | $82,787,000 | 639 |
| Certificates of participation in pools of residential mortgages | $82,752,000 | 458 |
| Issued or guaranteed by U.S. | $82,752,000 | 452 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $35,000 | 1,132 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,243,104,000 | 134 |
| Total debt securities | $1,239,416,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $389,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,167,648,000 | 166 |
| U.S. Government securities | $158,756,000 | 613 |
| U.S. Treasury securities | $20,844,000 | 201 |
| U.S. Government agency obligations | $137,912,000 | 664 |
| Securities issued by states & political subdivisions | $12,696,000 | 1,559 |
| Other domestic debt securities | $992,671,000 | 54 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $992,630,000 | 7 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,525,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,492,000 | 343 |
| Mortgage-backed securities | $88,864,000 | 613 |
| Certificates of participation in pools of residential mortgages | $88,823,000 | 451 |
| Issued or guaranteed by U.S. | $88,823,000 | 445 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $41,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $41,000 | 1,097 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,167,648,000 | 143 |
| Total debt securities | $1,164,122,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $891,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $891,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $824,000 | 49 |
| 2005-09-30 | Rank | |
| Total securities | $1,095,029,000 | 174 |
| U.S. Government securities | $137,372,000 | 682 |
| U.S. Treasury securities | $15,987,000 | 240 |
| U.S. Government agency obligations | $121,385,000 | 730 |
| Securities issued by states & political subdivisions | $12,806,000 | 1,551 |
| Other domestic debt securities | $941,193,000 | 58 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $941,147,000 | 7 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,658,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,225,000 | 373 |
| Mortgage-backed securities | $96,530,000 | 583 |
| Certificates of participation in pools of residential mortgages | $96,484,000 | 429 |
| Issued or guaranteed by U.S. | $96,484,000 | 425 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $46,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $46,000 | 1,075 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,095,029,000 | 153 |
| Total debt securities | $1,091,371,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $2,115,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $2,115,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $2,021,000 | 42 |
| 2005-06-30 | Rank | |
| Total securities | $1,071,839,000 | 180 |
| U.S. Government securities | $135,489,000 | 680 |
| U.S. Treasury securities | $16,252,000 | 242 |
| U.S. Government agency obligations | $119,237,000 | 738 |
| Securities issued by states & political subdivisions | $13,635,000 | 1,450 |
| Other domestic debt securities | $919,679,000 | 56 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $919,620,000 | 7 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,036,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,183,000 | 377 |
| Mortgage-backed securities | $107,581,000 | 551 |
| Certificates of participation in pools of residential mortgages | $107,521,000 | 411 |
| Issued or guaranteed by U.S. | $107,521,000 | 404 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $60,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,366 |
| Privately issued | $59,000 | 1,026 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,071,839,000 | 157 |
| Total debt securities | $1,068,804,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $2,340,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $2,340,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $2,155,000 | 40 |
| 2005-03-31 | Rank | |
| Total securities | $1,043,749,000 | 183 |
| U.S. Government securities | $139,400,000 | 682 |
| U.S. Treasury securities | $16,057,000 | 259 |
| U.S. Government agency obligations | $123,343,000 | 724 |
| Securities issued by states & political subdivisions | $13,990,000 | 1,406 |
| Other domestic debt securities | $887,239,000 | 58 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $887,178,000 | 8 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $3,120,000 | 700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,451,000 | 361 |
| Mortgage-backed securities | $116,771,000 | 532 |
| Certificates of participation in pools of residential mortgages | $116,706,000 | 392 |
| Issued or guaranteed by U.S. | $116,706,000 | 388 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $65,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,392 |
| Privately issued | $61,000 | 1,023 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,043,749,000 | 159 |
| Total debt securities | $1,040,629,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $885,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $885,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $741,000 | 43 |
| 2004-12-31 | Rank | |
| Total securities | $1,039,618,000 | 183 |
| U.S. Government securities | $152,338,000 | 654 |
| U.S. Treasury securities | $16,239,000 | 263 |
| U.S. Government agency obligations | $136,099,000 | 682 |
| Securities issued by states & political subdivisions | $14,548,000 | 1,367 |
| Other domestic debt securities | $868,662,000 | 58 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $868,596,000 | 8 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $4,070,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,952,000 | 343 |
| Mortgage-backed securities | $127,715,000 | 517 |
| Certificates of participation in pools of residential mortgages | $127,643,000 | 375 |
| Issued or guaranteed by U.S. | $127,643,000 | 371 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $72,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,416 |
| Privately issued | $66,000 | 1,012 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,039,618,000 | 162 |
| Total debt securities | $1,035,548,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $2,543,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $2,543,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $2,487,000 | 42 |
| 2004-09-30 | Rank | |
| Total securities | $923,530,000 | 195 |
| U.S. Government securities | $165,211,000 | 614 |
| U.S. Treasury securities | $16,437,000 | 264 |
| U.S. Government agency obligations | $148,774,000 | 629 |
| Securities issued by states & political subdivisions | $14,737,000 | 1,355 |
| Other domestic debt securities | $740,538,000 | 62 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,048 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $740,468,000 | 7 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,044,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,018,000 | 314 |
| Mortgage-backed securities | $140,406,000 | 481 |
| Certificates of participation in pools of residential mortgages | $140,325,000 | 347 |
| Issued or guaranteed by U.S. | $140,325,000 | 343 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $81,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,410 |
| Privately issued | $70,000 | 962 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $923,530,000 | 175 |
| Total debt securities | $920,486,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $1,814,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $1,814,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $1,804,000 | 45 |
| 2004-06-30 | Rank | |
| Total securities | $877,879,000 | 200 |
| U.S. Government securities | $181,087,000 | 590 |
| U.S. Treasury securities | $16,538,000 | 279 |
| U.S. Government agency obligations | $164,549,000 | 599 |
| Securities issued by states & political subdivisions | $26,052,000 | 693 |
| Other domestic debt securities | $667,873,000 | 65 |
| Privately issued residential mortgage-backed securities | $76,000 | 1,037 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $667,797,000 | 9 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,867,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,834,000 | 289 |
| Mortgage-backed securities | $154,071,000 | 455 |
| Certificates of participation in pools of residential mortgages | $153,977,000 | 321 |
| Issued or guaranteed by U.S. | $153,977,000 | 316 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $94,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,463 |
| Privately issued | $76,000 | 957 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $877,879,000 | 178 |
| Total debt securities | $875,012,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $3,048,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $3,048,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $2,951,000 | 42 |
| 2004-03-31 | Rank | |
| Total securities | $840,658,000 | 214 |
| U.S. Government securities | $239,997,000 | 460 |
| U.S. Treasury securities | $16,949,000 | 258 |
| U.S. Government agency obligations | $223,048,000 | 473 |
| Securities issued by states & political subdivisions | $26,931,000 | 681 |
| Other domestic debt securities | $571,073,000 | 78 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $570,995,000 | 15 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,657,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,502,000 | 268 |
| Mortgage-backed securities | $175,776,000 | 438 |
| Certificates of participation in pools of residential mortgages | $175,669,000 | 295 |
| Issued or guaranteed by U.S. | $175,669,000 | 289 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $107,000 | 3,622 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,481 |
| Privately issued | $78,000 | 1,012 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $840,658,000 | 193 |
| Total debt securities | $838,001,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $5,407,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $5,407,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $5,520,000 | 41 |
| 2003-12-31 | Rank | |
| Total securities | $822,037,000 | 218 |
| U.S. Government securities | $313,787,000 | 374 |
| U.S. Treasury securities | $17,019,000 | 280 |
| U.S. Government agency obligations | $296,768,000 | 373 |
| Securities issued by states & political subdivisions | $26,801,000 | 681 |
| Other domestic debt securities | $479,201,000 | 69 |
| Privately issued residential mortgage-backed securities | $91,000 | 949 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $479,110,000 | 18 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,248,000 | 959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,215,000 | 195 |
| Mortgage-backed securities | $191,425,000 | 408 |
| Certificates of participation in pools of residential mortgages | $191,294,000 | 282 |
| Issued or guaranteed by U.S. | $191,294,000 | 274 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $131,000 | 3,637 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,653 |
| Privately issued | $91,000 | 827 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $822,037,000 | 196 |
| Total debt securities | $819,789,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $6,698,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $697,228,000 | 241 |
| U.S. Government securities | $344,526,000 | 340 |
| U.S. Treasury securities | $17,205,000 | 281 |
| U.S. Government agency obligations | $327,321,000 | 343 |
| Securities issued by states & political subdivisions | $26,818,000 | 677 |
| Other domestic debt securities | $323,521,000 | 81 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,021 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $323,422,000 | 29 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,363,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,931,000 | 178 |
| Mortgage-backed securities | $217,349,000 | 364 |
| Certificates of participation in pools of residential mortgages | $217,195,000 | 249 |
| Issued or guaranteed by U.S. | $217,195,000 | 242 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $154,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,703 |
| Privately issued | $99,000 | 893 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $697,228,000 | 216 |
| Total debt securities | $694,865,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $5,934,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $728,916,000 | 235 |
| U.S. Government securities | $399,436,000 | 300 |
| U.S. Treasury securities | $17,581,000 | 275 |
| U.S. Government agency obligations | $381,855,000 | 302 |
| Securities issued by states & political subdivisions | $29,777,000 | 580 |
| Other domestic debt securities | $297,949,000 | 87 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,051 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $297,823,000 | 31 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,754,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,343,000 | 162 |
| Mortgage-backed securities | $264,674,000 | 326 |
| Certificates of participation in pools of residential mortgages | $264,478,000 | 209 |
| Issued or guaranteed by U.S. | $264,478,000 | 203 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $196,000 | 3,804 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,850 |
| Privately issued | $126,000 | 928 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $728,916,000 | 210 |
| Total debt securities | $727,162,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $1,196,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $649,471,000 | 258 |
| U.S. Government securities | $451,919,000 | 271 |
| U.S. Treasury securities | $17,461,000 | 294 |
| U.S. Government agency obligations | $434,458,000 | 266 |
| Securities issued by states & political subdivisions | $29,650,000 | 558 |
| Other domestic debt securities | $166,609,000 | 128 |
| Privately issued residential mortgage-backed securities | $252,000 | 979 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $166,357,000 | 56 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,293,000 | 1,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,495,000 | 199 |
| Mortgage-backed securities | $312,483,000 | 289 |
| Certificates of participation in pools of residential mortgages | $312,143,000 | 177 |
| Issued or guaranteed by U.S. | $312,143,000 | 172 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $340,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,907 |
| Privately issued | $252,000 | 869 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $649,471,000 | 223 |
| Total debt securities | $648,178,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $1,334,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $645,756,000 | 242 |
| U.S. Government securities | $516,946,000 | 237 |
| U.S. Treasury securities | $17,576,000 | 298 |
| U.S. Government agency obligations | $499,370,000 | 232 |
| Securities issued by states & political subdivisions | $18,111,000 | 990 |
| Other domestic debt securities | $108,518,000 | 169 |
| Privately issued residential mortgage-backed securities | $282,000 | 999 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $108,236,000 | 94 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,181,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,665,000 | 187 |
| Mortgage-backed securities | $369,973,000 | 237 |
| Certificates of participation in pools of residential mortgages | $369,526,000 | 153 |
| Issued or guaranteed by U.S. | $369,526,000 | 151 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $447,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,835 |
| Privately issued | $282,000 | 895 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $645,756,000 | 209 |
| Total debt securities | $643,575,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $2,188,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,027,965,000 | 168 |
| U.S. Government securities | $962,075,000 | 140 |
| U.S. Treasury securities | $23,082,000 | 233 |
| U.S. Government agency obligations | $938,993,000 | 134 |
| Securities issued by states & political subdivisions | $18,906,000 | 883 |
| Other domestic debt securities | $43,881,000 | 353 |
| Privately issued residential mortgage-backed securities | $628,000 | 915 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,253,000 | 226 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,103,000 | 858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $513,013,000 | 118 |
| Mortgage-backed securities | $535,137,000 | 170 |
| Certificates of participation in pools of residential mortgages | $533,750,000 | 107 |
| Issued or guaranteed by U.S. | $533,750,000 | 106 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,387,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 3,340 |
| Privately issued | $628,000 | 828 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,027,965,000 | 148 |
| Total debt securities | $1,024,862,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $691,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,117,785,000 | 155 |
| U.S. Government securities | $1,053,589,000 | 130 |
| U.S. Treasury securities | $28,924,000 | 250 |
| U.S. Government agency obligations | $1,024,665,000 | 123 |
| Securities issued by states & political subdivisions | $31,261,000 | 474 |
| Other domestic debt securities | $436,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $436,000 | 940 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $32,499,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $831,813,000 | 90 |
| Mortgage-backed securities | $409,772,000 | 184 |
| Certificates of participation in pools of residential mortgages | $397,191,000 | 121 |
| Issued or guaranteed by U.S. | $397,191,000 | 121 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $12,581,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $12,145,000 | 803 |
| Privately issued | $436,000 | 820 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,030,739,000 | 35 |
| Available-for-sale securities (fair market value) | $87,046,000 | 1,005 |
| Total debt securities | $1,085,286,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $1,177,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $1,177,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $1,211,000 | 50 |
| 1999-12-31 | Rank | |
| Total securities | $1,330,138,000 | 144 |
| U.S. Government securities | $1,279,446,000 | 113 |
| U.S. Treasury securities | $42,599,000 | 230 |
| U.S. Government agency obligations | $1,236,847,000 | 104 |
| Securities issued by states & political subdivisions | $31,348,000 | 464 |
| Other domestic debt securities | $498,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $498,000 | 927 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $18,846,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,405,000 | 168 |
| Mortgage-backed securities | $589,421,000 | 157 |
| Certificates of participation in pools of residential mortgages | $562,423,000 | 101 |
| Issued or guaranteed by U.S. | $562,423,000 | 99 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $26,998,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $26,500,000 | 550 |
| Privately issued | $498,000 | 812 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,185,212,000 | 34 |
| Available-for-sale securities (fair market value) | $144,926,000 | 617 |
| Total debt securities | $1,311,292,000 | 141 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $1,003,000 | 435 |
| Trading account assets | $341,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $341,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $395,000 | 43 |
| 1998-12-31 | Rank | |
| Total securities | $1,155,833,000 | 149 |
| U.S. Government securities | $1,137,981,000 | 116 |
| U.S. Treasury securities | $60,570,000 | 231 |
| U.S. Government agency obligations | $1,077,411,000 | 108 |
| Securities issued by states & political subdivisions | $16,458,000 | 985 |
| Other domestic debt securities | $1,394,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $1,193,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 2,695 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,566,000 | 227 |
| Mortgage-backed securities | $618,461,000 | 153 |
| Certificates of participation in pools of residential mortgages | $545,111,000 | 106 |
| Issued or guaranteed by U.S. | $545,111,000 | 103 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $73,350,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $72,157,000 | 283 |
| Privately issued | $1,193,000 | 569 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,011,461,000 | 38 |
| Available-for-sale securities (fair market value) | $144,372,000 | 630 |
| Total debt securities | $1,155,833,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $520,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $520,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $570,000 | 45 |
| 1997-12-31 | Rank | |
| Total securities | $256,052,000 | 506 |
| U.S. Government securities | $253,845,000 | 435 |
| U.S. Treasury securities | $565,000 | 7,011 |
| U.S. Government agency obligations | $253,280,000 | 378 |
| Securities issued by states & political subdivisions | $2,207,000 | 4,426 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,020,000 | 1,019 |
| Mortgage-backed securities | $15,520,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $5,241,000 | 2,841 |
| Issued or guaranteed by U.S. | $5,241,000 | 2,828 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $10,279,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $10,279,000 | 1,032 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $245,208,000 | 150 |
| Available-for-sale securities (fair market value) | $10,844,000 | 5,494 |
| Total debt securities | $256,052,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $173,130,000 | 724 |
| U.S. Government securities | $167,130,000 | 631 |
| U.S. Treasury securities | $34,134,000 | 686 |
| U.S. Government agency obligations | $132,996,000 | 618 |
| Securities issued by states & political subdivisions | $5,642,000 | 2,570 |
| Other domestic debt securities | $358,000 | 2,979 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $358,000 | 2,301 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,165,000 | 2,328 |
| Mortgage-backed securities | $7,069,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $7,069,000 | 2,654 |
| Issued or guaranteed by U.S. | $7,069,000 | 2,632 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $153,248,000 | 266 |
| Available-for-sale securities (fair market value) | $19,882,000 | 3,847 |
| Total debt securities | $173,130,000 | 700 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $154,180,000 | 835 |
| U.S. Government securities | $148,614,000 | 720 |
| U.S. Treasury securities | $53,946,000 | 519 |
| U.S. Government agency obligations | $94,668,000 | 821 |
| Securities issued by states & political subdivisions | $5,211,000 | 2,724 |
| Other domestic debt securities | $330,000 | 3,576 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $330,000 | 2,801 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,741,000 | 4,328 |
| Mortgage-backed securities | $8,581,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $8,581,000 | 2,382 |
| Issued or guaranteed by U.S. | $8,581,000 | 2,358 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,047,000 | 380 |
| Available-for-sale securities (fair market value) | $45,133,000 | 1,873 |
| Total debt securities | $154,155,000 | 815 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $127,582,000 | 1,022 |
| U.S. Government securities | $126,936,000 | 853 |
| U.S. Treasury securities | $74,518,000 | 462 |
| U.S. Government agency obligations | $52,418,000 | 1,346 |
| Securities issued by states & political subdivisions | $342,000 | 8,156 |
| Other domestic debt securities | $304,000 | 4,122 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $304,000 | 3,279 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,380,000 | 4,095 |
| Mortgage-backed securities | $10,049,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $9,920,000 | 2,252 |
| Issued or guaranteed by U.S. | $9,920,000 | 2,237 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $129,000 | 6,092 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 5,795 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,765,000 | 834 |
| Available-for-sale securities (fair market value) | $36,817,000 | 1,552 |
| Total debt securities | $127,582,000 | 1,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $175,449,000 | 803 |
| U.S. Government securities | $175,107,000 | 686 |
| U.S. Treasury securities | $113,829,000 | 344 |
| U.S. Government agency obligations | $61,278,000 | 1,203 |
| Securities issued by states & political subdivisions | $342,000 | 8,330 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,081,000 | 5,182 |
| Mortgage-backed securities | $1,994,000 | 7,289 |
| Certificates of participation in pools of residential mortgages | $1,504,000 | 6,306 |
| Issued or guaranteed by U.S. | $1,504,000 | 6,262 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $490,000 | 5,768 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 5,529 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $175,449,000 | 786 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $87,258,000 | 1,546 |
| U.S. Government securities | $87,258,000 | 1,255 |
| U.S. Treasury securities | $61,569,000 | 606 |
| U.S. Government agency obligations | $25,689,000 | 2,600 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,952,000 | 5,180 |
| Mortgage-backed securities | $1,492,000 | 8,250 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 7,506 |
| Issued or guaranteed by U.S. | $1,002,000 | 7,450 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $490,000 | 5,921 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 5,525 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $87,258,000 | 1,508 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |